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MIDAS modeling for core inflation forecasting
Libonatti, Luis - 2017 - This draft: December2017
A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …. Various classes of MIDAS models are found to produce a slight boost in terms of out-of-sample predictive performance at …
Persistent link: https://www.econbiz.de/10011771633
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MIDAS modeling for core inflation forecasting
Libonatti, Luis - 2018
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …
Persistent link: https://www.econbiz.de/10012141919
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MIDAS modeling for core inflation forecasting
Libonatti, Luis - 2018
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …
Persistent link: https://www.econbiz.de/10011883796
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Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data
Diron, Marie - 2006
Economic policy makers, international organisations and private-sector forecasters commonly use short-term forecasts of real GDP growth based on monthly indicators, such as industrial production, retail sales and confidence surveys. An assessment of the reliability of such tools and of the...
Persistent link: https://www.econbiz.de/10011604668
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Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years
D’Agostino, Antonello; Schnatz, Bernd - 2012
Indices (PMI) in anticipating US real economic activity. We conduct a fully-fledged real-time out-ofsample forecasting … forecasting GDP growth, while it performs quite poorly in anticipating industrial production growth. Combining the information …
Persistent link: https://www.econbiz.de/10011605500
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Macroeconometric forecasting using a cluster of dynamic factor models
Glocker, Christian; Kaniovski, Serguei - 2020
-consistent forecasting on a large scale. While the CDFM has a simple structure, its forecasts outperform those of a wide range of competing …
Persistent link: https://www.econbiz.de/10012384096
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Boosting Non-linear Predictability of Macroeconomic Time Series
Kauppi, Heikki; Virtanen, Timo - 2018
We apply the boosting estimation method to investigate to what ex-tent and at what horizons macroeconomic time series have nonlinearpredictability coming from their own history. Our results indicate thatthe U.S. macroeconomic time series have more exploitable nonlinearpredictability than...
Persistent link: https://www.econbiz.de/10012503077
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Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations
Pinkwart, Nicolas - 2018
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011902328
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Macroeconometric forecasting using a cluster of dynamic factor models
Glocker, Christian; Kaniovski, Serguei - 2020
-consistent forecasting on a large scale. While the CDFM has a simple structure, its forecasts outperform those of a wide range of competing …
Persistent link: https://www.econbiz.de/10012319589
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Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
Marrero, Gustavo A. - Facultad de Ciencias Económicas y Empresariales, … - 2004
forecasting procedure, based on component models, improves the forecasting accuracy of traditional methods. Component models … Monte Carlo out-of-sample experiment reveals that component models improve the forecasting accuracy of traditional methods …
Persistent link: https://www.econbiz.de/10008468181